Start with an autosomal DNA (atDNA) test.
Before you buy, make sure to getting advice for which test best fits your situation.
It is important to test in as many places as possible (fish in all the ponds). You don’t know where the key matches you need will have tested.
If you can afford at least one test, the typical and usually most cost-effective approach is to test at AncestryDNA and than transfer you DNA to the other companies.
More about the tests can be found here.
Once you decide on which company(s) to test with, click on a link below to buy your test. Then send in your sample…and wait. The waiting time varies between companies and it also depends on the time of year. Expect long wait times around major holidays.